Preprint Articles
ĦESS-11-172
doi:10.5705/ss.2011.172
  Multivariate spatial nonparametric modelling via kernel processes mixing  
  Montserrat Fuentes and Brian Reich [Fulltext]

ĦESS-11-255
doi:10.5705/ss.2011.255
  A universally consistent modification of maximum likelihood  
  Byungtae Seo and Bruce G. Lindsay [Fulltext]

ĦESS-10-237
doi:10.5705/ss.2010.237
  Functional Linear Model with Zero-value Coefficient Function at Sub-regions  
  Jianhui Zhou, Nae-Yuh Wang and Naisyin Wang  

ĦESS-10-162
doi:10.5705/ss.2010.162
  Functional data analysis for point processes with rare events  
  Shuang Wu, Hans-Georg MĦLuller and Zhen Zhang [Fulltext]

ĦESS-11-206
doi:10.5705/ss.2011.206
  Optimal R-estimation of a spherical location  
  Christophe Ley, Yvik Swan, Baba Thiam and Thomas Verdebout [Fulltext]

ĦESS-11-086
doi:10.5705/ss.2011.086
  Quasi-maximum exponential likelihood estimators for a double AR(p) model  
  Zhu Ke and Ling Shiqingi [Fulltext]

ĦESS-11-092
doi:10.5705/ss.2011.092
  Construction of nested (nearly) orthogonal designs for Computer Experiments  
  Jun Li and Peter Z. G. Qian [Fulltext]

ĦESS-11-102
doi:10.5705/ss.2011.102
  Generalized Fiducial Inference via Discretization  
  Jan Hannig  

ĦESS-11-100
doi:10.5705/ss.2011.100
  Variable selection for censored quantile regresion  
  Huixia Judy Wang, Jianhui Zhou and Yi Li [Fulltext]

ĦESS-11-081
doi:10.5705/ss.2011.081
  Power and Sample Size Calculations for Generalized Estimating Equations via Local Asymptotics  
  Zhigang Li and Ian W. McKeague [Fulltext]

ĦESS-11-071
doi:10.5705/ss.2011.071
  Compound decision in the presence of proxies  
  Noam Cohen, Eitan Greenshtein, Ya'acov Ritov  

ĦESS-11-272
doi:10.5705/ss.2011.272
  Nonparametric Endogenous Post-stratification Estimation  
  Mark Dahlke, F. Jay Breidt, Jean D. Opsomer andIngrid Van Keilegom [Fulltext]

ĦESS-11-151
doi:10.5705/ss.2011.151
  A Frailty Model Approach for Regression Analysis of Bivariate Interval-Censored Survival Data  
  Chi-Chung Wen and Yi-Hau Chen [Fulltext]

ĦESS-10-239
doi:10.5705/ss.2010.239
  Bayesian asymptotics with misspecified models  
  Pierpaolo De Blasi and Stephen G. Walker [Fulltext]

ĦESS-10-297
doi:10.5705/ss.2010.297
  Augmented Estimating Equations for Semiparametric Panel Count Regression with Informative Observation Times and Censoring Time  
  Xiaojing Wang, Shuangge Ma, and Jun Yan [Fulltext]

ĦESS-10-202
doi:10.5705/ss.2010.202
  Efficient Estimation in Panel Data Partially Additive Linear Model with Serially Correlated Errors  
  Jinhong You and Xian Zhou [Fulltext]

ĦESS-09-125
doi:10.5705/ss.2009.125
  The strength of statistical evidence for composite hypotheses: Inference to the best explanation  
  David R. Bickel [Fulltext]

ĦESS-09-191
doi:10.5705/ss.2009.191
  Sufficient dimension reduction in regression with missing predictors  
  Liping Zhu, Tao Wang and Lixing Zhu [Fulltext]

ĦESS-09-210
doi:10.5705/ss.2009.210
  Tuning parameter selection for penalized likelihood estimation of Gaussian graphical Model  
  Xin Gao, Daniel Q. Pu, Yuehua Wu and Hong Xu [Fulltext]

ĦESS-10-014
doi:10.5705/ss.2010.014
  High dimensional exponential family estimation via empirical bayes  
  Omkar Muralidharan [Fulltext]

ĦESS-10-023
doi:10.5705/ss.2010.023
  Robust combination of model selection methods for prediction  
  Xiaoqiao Wei and Yuhong Yang [Fulltext]

ĦESS-10-029
doi:10.5705/ss.2010.029
  Semiparametric Pseudo likelihoods for longitudinal data with outcome-dependent nonmonotone nonresponse  
  Deyuan Jinag and Jun Shao [Fulltext]

ĦESS-10-149
doi:10.5705/ss.2010.149
  Principal component analysis in very high-dimensional spaces  
  Young Kyung Lee, Eun Ryung Lee and Byeong U. Park [Fulltext]

ĦESS-10-167
doi:10.5705/ss.2010.167
  A direct semiparametric receiver operating characteristic curve regression with unknown link and baseline functions  
  Huazhen Lin, Xiao-Hua Zhou, and Gang Li [Fulltext]

ĦESS-10-177
doi:10.5705/ss.2010.177
  Regularization and model selection with categorial effect modifiers  
  Jan Gertheiss and Gerhard Tutz [Fulltext]

ĦESS-10-183
doi:10.5705/ss.2010.183
  On model selection strategies to identify genes underlying binary traits using genome-wide association data via spline smoothing  
  Zheyang Wu and Hongyu Zhao [Fulltext]

ĦESS-10-185
doi:10.5705/ss.2010.185
  Minimal dependent sets for evaluating supersaturated designs  
  Arden Miller and Boxin Tang [Fulltext]

ĦESS-10-186
doi:10.5705/ss.2010.186
  On the computation of autocovariances for generalized gegenbauer processes  
  Tucker S. McElroy and Scott H. Holan [Fulltext]

ĦESS-10-199
doi:10.5705/ss.2010.199
  Semiparametric quantile regression with high-dimensional covariates  
  Liping Zhu, Mian Huang and Runze Li [Fulltext]

ĦESS-10-203
doi:10.5705/ss.2010.203
  Oracle model selection for nonlinear models based on weighted composite quantile regression accelerated failure time model  
  Xuejun Jiang, Jiancheng Jiang and Xinyuan Song [Fulltext]

ĦESS-10-220
doi:10.5705/ss.2010.220
  New efficient and robust estimation in varying-coefficient models with heteroscedasticity  
  Jie Guo, Maozai Tian and Kai Zhu [Fulltext]

ĦESS-10-221
doi:10.5705/ss.2010.221
  £\-stable limit laws for harmonic mean estimators of marginal likelihoods  
  Robert L. Wolpert and Scott C. Schmidler [Fulltext]

ĦESS-10-224
doi:10.5705/ss.2010.224
  Quantile tomography: using quantiles with multivariate data  
  Linglong Kong and Ivan Mizera [Fulltext]

ĦESS-10-240
doi:10.5705/ss.2010.240
  Estimation of multivariate means with heteroscedastic errors using envelope models  
  Zhihua Su and R. Dennis Cook [Fulltext]

ĦESS-10-245
doi:10.5705/ss.2010.245
  A generalization of the Neyman-Scott process  
  Chun Yip Yau and Ji Meng Loh [Fulltext]

ĦESS-10-246
doi:10.5705/ss.2010.246
  Isomorphism examination based on the count vector  
  Chang-Yun Lin and Shao-Wei Cheng [Fulltext]

ĦESS-10-251
doi:10.5705/ss.2010.251
  A test for stationarity of spatio-temporal random fields on planar and spherical domains  
  Mikyoung Jun and Marc G. Genton [Fulltext]

ĦESS-10-253
doi:10.5705/ss.2010.253
  Minimax estimation of large covariance matrices under L1-norm  
  Tony Cai and Harrison Zhou [Fulltext]

ĦESS-10-253(a)
doi:10.5705/ss.2010.253a
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Lingzhou Xue and Hui Zou  

ĦESS-10-253(b)
doi:10.5705/ss.2010.253b
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Tingni Sun and Cun-Hui Zhang [Fulltext]

ĦESS-10-253(c)
doi:10.5705/ss.2010.253c
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Philippe Rigollet and Alexandre B. Tsybakov [Fulltext]

ĦESS-10-253(d)
doi:10.5705/ss.2010.253d
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Peter J. Bickel, Elizaveta Levina, Adam J. Rothman, and Ji Zhu [Fulltext]

ĦESS-10-253(e)
doi:10.5705/ss.2010.253e
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Wei Biao Wu  

ĦESS-10-253(f)
doi:10.5705/ss.2010.253f
  Discussion of minimax estimation of large covariance matrices under L1-Norm  
  Ming Yuan  

ĦESS-10-254
doi:10.5705/ss.2010.254
  The Lasso under Poison-like Heteroscedasticity  
  Jinzhu Jia, Karl Rohe and Bin Yu  

ĦESS-10-255
doi:10.5705/ss.2010.255
  Estimating the proportion of true null hypotheses under dependence  
  Irina Ostrovnaya and Dan L. Nicolae  

ĦESS-10-257
doi:10.5705/ss.2010.257
  Model selection for high dimensional multi-sequence change-point problems  
  Nancy R. Zhang and David O. Siegmund [Fulltext]

ĦESS-10-261
doi:10.5705/ss.2010.261
  On locally optimal designs for generalized linear models with group effects  
  John Stufken and Min Yang [Fulltext]

ĦESS-10-263
doi:10.5705/ss.2010.263
  A switching Markov chain monte carlo method for statistical identifiability of nonlinear pharmacokinetics models  
  Seongho Kim and Lang Li [Fulltext]

ĦESS-10-267
doi:10.5705/ss.2010.267
  Variable selection in partly linear regression model with diverging dimensions for right censored data  
  Shuangge Ma and Pang Du [Fulltext]

ĦESS-10-282
doi:10.5705/ss.2010.282
  Outlier detection and trimmed estimation for general functional data  
  Daniel Gervini [Fulltext]

ĦESS-10-298
doi:10.5705/ss.2010.298
  Semiparametric Regression Pursuit  
  Jian Huang, Fengrong Wei and Shuangge Ma [Fulltext]

ĦESS-10-299
doi:10.5705/ss.2010.299
  Sparse paired comparisons in the Bradley-Terry model  
  Ting Yan, Yaning Yang and Jinfeng Xu [Fulltext]

ĦESS-10-308
doi:10.5705/ss.2010.308
  Variable selection for high-dimensional generalized varying-coefficient models  
  Heng Lian [Fulltext]

ĦESS-11-048
doi:10.5705/ss.2011.048
  Generalized Double Pareto Shrinkage  
  Artin Armagan, David B. Dunson, Jaeyong Lee  

ĦESS-11-036
doi:10.5705/ss.2011.036
  Effect of heavy tails on ultra high dimensional variable ranking methods  
  Aurore Delaigle and Peter Hall [Fulltext]

ĦESS-11-054
doi:10.5705/ss.2011.054
  Moment-based method for random effects selection in linear mixed models  
  Mihye Ahn, Hao Helen Zhang and Wenbin Lu

ĦESS-11-074
doi:10.5705/ss.2011.074
  Variable selection and estimation with the seamless-L0 penalty models  
  Lee Dicker, Baosheng Huang, and Xihong Lin [Fulltext]

ĦESS-11-075
doi:10.5705/ss.2011.075
  Standardization and the group lasso penalty  
  Noah Simon and Robert Tibshirani [Fulltext]

ĦESS-11-088
doi:10.5705/ss.2011.088
  Jackknife empirical likelihood based confidence intervals for partial areas under ROC curves  
  Gianfranco Adimari and Monica Chiogna [Fulltext]

ĦESS-11-113
doi:10.5705/ss.2011.113
  Jackknifed whittle estimators  
  Masanobu Taniguchi, Kenichiro Tamaki, Thomas J. DiCiccio and Anna Clara Monti [Fulltext]

ĦESS-11-160
doi:10.5705/ss.2011.160
  Shrinkage Estimation and Selection for Multiple Functional Regression  
  Heng Lian [Fulltext]

ĦESS-11-169
doi:10.5705/ss.2011.169
  Detection with the scan and the average likelihood ratio
  Hock Peng Chan and Guenther Walther [Fulltext]

ĦESS-11-187
doi:10.5705/ss.2011.187
  On convergence of recursive Monte Carlo filters in non-compact state spaces  
  Jing Lei and Peter Bickel [Fulltext]